(define-macro (change-list lst)
  `(set! ,lst (map (lambda (i) (+ i 1)) ,lst)))


(define mylist '(1 2 3 4 5))


(change-list mylist)

set-car! and set-cdr! change a list 'in-place'.

But, if you like the pointer metaphore... you could use macro's
instead of procedures...

stupidly simple example...

Change list in place : scheme/impromtu

Scheme